Anic Equity¶

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Total return since start: 0.562 %¶

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Equity now: -----------------------------> 47710.94 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46315.98 Kr¶

PnL: ---------------------------------------> -572.59 Kr¶

DD now: ---------------------------------> -1.89 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-24 16:54:12.104432'

Anic Portfolio¶

Today¶

Return: -0.568 %¶

This Week¶

Return: -0.422 %¶

Total¶

Return: 56.193 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -0.740000 2817.500000 181.500000 6.890000 2636.000010
Beijer Electronics Group 26 -2.760000 3120.000000 149.000000 5.020000 2971.000006
Corem Property Group B 59 -1.120000 625.990000 48.990000 8.490000 576.999999
AcadeMedia 12 0.400000 604.800000 47.800000 8.580000 557.000004
Samhällsbyggnadsbo. i Norden B 20 -0.480000 395.100000 40.100000 11.300000 355.000000
Boozt 12 0.210000 1692.000000 38.000000 2.300000 1653.999996
HMS Networks 2 -1.060000 709.600000 36.600000 5.440000 673.000000
Resurs Holding 22 0.800000 608.520000 34.520000 6.010000 573.999998
MedCap 2 -2.150000 455.000000 34.000000 8.080000 421.000000
FM Mattsson Mora Group B 50 -0.170000 2955.000000 28.000000 0.960000 2927.000000
SAAB B 8 0.000000 3403.200000 26.200000 0.780000 3377.000000
Norva24 Group 16 0.000000 564.800000 21.800000 4.010000 543.000000
Intrum 4 0.110000 547.000000 20.000000 3.800000 527.000000
Securitas B 6 1.510000 588.720000 18.720000 3.280000 570.000000
Swedbank A 3 2.110000 580.500000 16.500000 2.930000 564.000000
Eastnine 4 -0.630000 505.600000 14.600000 2.970000 491.000000
Fastighetsbolag. Emilshus Pref 21 -0.180000 575.400000 13.400000 2.380000 562.000005
OEM International B 7 -0.900000 539.700000 11.700000 2.220000 527.999997
Coor Service Management Hold. 8 -1.020000 541.200000 9.200000 1.730000 532.000000
Nordea Bank Abp 29 0.450000 3459.700000 5.700000 0.170000 3453.999992
Karnov Group 9 -0.170000 540.900000 4.900000 0.910000 536.000004
Samhällsbyggnadsbo. i Norden D 12 0.770000 250.800000 4.800000 1.950000 246.000000
Handelsbanken A 5 0.270000 547.500000 1.500000 0.270000 546.000000
Creaspac SPAC 6 -0.210000 575.400000 -1.600000 -0.280000 577.000002
CTEK 13 -2.810000 521.560000 -12.440000 -2.330000 533.999999
Essity B 2 -0.890000 558.200000 -15.800000 -2.750000 574.000000
Midsona B 63 -0.880000 564.480000 -18.520000 -3.180000 582.999984
Essity A 4 -1.060000 1120.000000 -29.000000 -2.520000 1149.000000
Sampo Oyj SDB 7 -0.730000 3815.000000 -35.000000 -0.910000 3850.000000
International Petroleum Corp. 5 -3.040000 557.500000 -37.070000 -6.230000 594.565215
Vivesto 1368 1.290000 558.690000 -54.310000 -8.860000 612.999432
Axfood 13 -1.600000 3602.300000 -153.700000 -4.090000 3756.000001
OX2 18 -0.060000 1439.100000 -224.900000 -13.520000 1663.999992
Fasadgruppen Group 35 2.100000 3570.000000 -241.000000 -6.320000 3810.999990
Ovzon 52 -3.750000 2802.800000 -559.200000 -16.630000 3361.999992
TOTAL 46313.560000 -575.010000 -1.89466% 46888.564618

Updated:¶

'2023-01-24 16:53:35.868466'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶